-9.0%
HUM vs QID
-73.7%
+64.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.8% | +4.0% | +2.1% |
| 7D | +2.1% | +1.3% | +0.8% | +2.2% |
| 30D | +5.4% | +2.9% | +2.4% | +5.7% |
| 3M | +11.4% | -0.7% | +12.1% | +11.6% |
| 6M | +141.5% | -29.7% | +171.2% | +135.9% |
| YTD | +61.2% | -27.9% | +89.1% | +57.6% |
| 1Y | +49.2% | -34.6% | +83.7% | +45.2% |
| 3Y | -9.0% | -73.5% | +64.5% | -9.8% |
| All | -9.0% | -73.7% | +64.7% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded QID wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling